Canada, who unexpectedly became the first CONCACAF country to qualify for this year's World Cup finals, last took part in the tournament in 1986, where they crashed out at the group stage both winless and goalless.
Against the world's second-ranked side, Canada were unlucky to come away empty handed.
"They showed tonight that they do belong here. It's been a long time since we've been back," an upbeat Herdman told a news conference.
"With a performance like this, I said to the players" 'we just get on to the next task.' I'm proud of what they did, really proud. They proved they can play here."
Belgium, third-place finishers at the 2018 finals, managed only nine attempts on goal while Canada had 21. Real Madrid goalkeeper Thibaut Courtois saved a penalty early in the first half and Michy Batshuayi scored on the stroke of halftime to give Belgium the win.
Canada failed to capitalise on several scoring opportunities but still stood up to their mighty opponents by preventing them from settling into the match.
"Tonight it was just one pass too many," he said. "I'm not going to criticise them because when you outshoot Belgium...you can't complain too much. Sometimes it's your night and sometimes it's not."
With their win, Belgium now lead Group F with 3 points. The 0-0 draw between 2018 finalists Croatia and Morocco left them on one point each.
Herdman expects that Canada's performance against the Red Devils will earn his team a little more respect from opponents going forward.
"The cover is off now," he said. "Teams will know what we do and how we go about our business. The effort was unreal. If we can be more ruthless in that attack, we will get something out of these games. The group is wide open."
